+550.7%
ISRG vs PWR
+1,887.5%
-1,336.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.5% |
| 7D | -6.8% | +4.7% | -11.5% | -8.6% |
| 30D | +5.1% | -12.5% | +17.6% | +8.2% |
| 3M | +12.0% | -9.3% | +21.4% | +13.1% |
| 6M | +7.0% | -22.2% | +29.2% | +12.4% |
| YTD | -20.6% | +44.2% | -64.8% | -36.1% |
| 1Y | -21.4% | +35.5% | -57.0% | -35.4% |
| 3Y | +62.0% | +250.4% | -188.4% | -16.3% |
| 5Y | +28.1% | +425.6% | -397.5% | -46.7% |
| 10Y | +550.7% | +1,874.2% | -1,323.5% | +31.3% |
| All | +550.7% | +1,887.5% | -1,336.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling